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Report NEP-FOR-2021-10-11
This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Jianying Xie, 2021, "A New Multivariate Predictive Model for Stock Returns," Papers, arXiv.org, number 2110.01873, Oct.
- Shijia Song & Handong Li, 2021, "Value-at-Risk forecasting model based on normal inverse Gaussian distribution driven by dynamic conditional score," Papers, arXiv.org, number 2110.02492, Oct.
- Andrey Davydenko & Paul Goodwin, 2021, "Bewertung der Verzerrung von Punktprognosen über mehrere Zeitreihen hinweg: Maßnahmen und visuelle Werkzeuge
[Assessing point forecast bias across multiple time series: Measures and visual tools]," Post-Print, HAL, number hal-03359179, Aug, DOI: 10.5539/ijsp.v10n5p46. - Shijia Song & Handong Li, 2021, "A Method for Predicting VaR by Aggregating Generalized Distributions Driven by the Dynamic Conditional Score," Papers, arXiv.org, number 2110.02953, Oct.
- K. S. Naik, 2021, "Predicting Credit Risk for Unsecured Lending: A Machine Learning Approach," Papers, arXiv.org, number 2110.02206, Oct.